Mike is a great guy and easy to deal with. I have spoken with him many times.
If it runs well when warm, the WRD is probably shutting off, but you can check with the small air filter off. Also want to observe at roughly what temp it shuts off at. Should be around 165*F or so. any lower, the engine isn't warm enough. Any higher, you risk it not ever shutting off.
Since there was no difference in cold running with the filter off, it is not clogged and is fine. Yes, removing oval shims will lean the mixture only when cold. Should not effect the warm running mixture. I say that, but I have had to slightly adjust the idle mix knob on the back of the pump slightly when changing oval shims. Shouldn't have to, but there it is.
Hopefully you have enough shims stacked up that you can get it close. FYI, these engines do run rich when cold. So it won't be perfect when cold. The goal is a good warm running mixture.